Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems

Ana Cristina Freitas, Jorge Freitas, Ian Melbourne, Mike Todd

Research output: Contribution to journalArticlepeer-review

Abstract

We present a general framework for weak convergence to decorated Lévy processes in enriched spaces of càdlàg functions for vector-valued processes arising in deterministic systems. Applications include uniformly expanding maps and unbounded observables as well as nonuniformly expanding/hyperbolic maps with bounded observables. The latter includes intermittent maps and dispersing billiards with flat cusps. In many of these examples, convergence fails in all of the Skorohod topologies. Moreover, the enriched space picks up details of excursions that are not recorded by Skorohod or Whitt topologies.
Original languageEnglish
Article number170
Number of pages24
JournalElectronic Journal of Probability
Volume29
Early online date8 Nov 2024
DOIs
Publication statusPublished - 2024

Keywords

  • Functional limit theorems
  • Heavy tailed observables
  • Lévy process with excursions
  • Nonuniformly hyperbolic systems

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